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Estimating monotone functions

Author

Listed:
  • Low, Mark G.
  • Kang, Yung-Gyung

Abstract

We construct an adaptive estimate for the value of a function at a given point assuming that the function is monotone. This estimate has maximum risk within a constant factor of the minimax risk over Lipschitz classes.

Suggested Citation

  • Low, Mark G. & Kang, Yung-Gyung, 2002. "Estimating monotone functions," Statistics & Probability Letters, Elsevier, vol. 56(4), pages 361-367, February.
    • Handle: RePEc:eee:stapro:v:56:y:2002:i:4:p:361-367
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    Cited by:

    1. Tony Cai, T. & Low, Mark G., 2006. "Adaptation under probabilistic error for estimating linear functionals," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 231-245, January.

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